Work

Stochastic Target Hitting Time and the Problem of Early Retirement

Year: 2004

Type: article

Source: IEEE Transactions on Automatic Control

DOI: 10.1109/tac.2004.824469

Authors: K. Boda, J.A. Filar, Y. Lin, L. Spanjers

Institutions: Tsinghua University, University of South Australia, University of Twente

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2125845083

FWCI: 1.136

Cites: 24

Cited by: 42

Related to: 10